Search Results

Search Again

  1. Larry Connors' Cumulative RSI: 26% annual return (now with sensitivity analysis)

    Hey guys, This week, I tested the enhanced strategy as suggested by Larry Connors in his "Short Term Trading Strategies That Work” book. It uses...
    Thread by: quantitativo, Jun 23, 2024, 20 replies, in forum: Strategy Building

  2. Larry Connors' 2-day RSI Holy Grail: adapting a strategy to deliver 30% annual return since 1999

    Hey guys, This weekend, I tested an interesting idea from "Short-Term Trading Strategies That Work" by Larry Connors. The original idea doesn't...
    Thread by: quantitativo, Jun 17, 2024, 10 replies, in forum: Strategy Building

  3. The edge in trading IPOs: 18% annual return

    Hi, Some weeks ago, I listened to a great strategy shared by Marsten Parker in a podcast interview. I backtested it and was surprised at the...
    Thread by: quantitativo, Jun 9, 2024, 14 replies, in forum: Strategy Building

  4. Tech stocks and Treasury yields Spread: 22% annual return in past 15yrs

    Interest rates, influenced by Treasury bond yields, are crucial in determining the discount rates used in valuing stocks. When Treasury yields...
    Thread by: quantitativo, Jun 2, 2024, 5 replies, in forum: Strategy Building

  5. Turnaround Tuesdays on Steroids: 29% annual returns since 1999, with only two negative years

    Hey guys, Just tested a strategy that has achieved an impressive 29% annual returns since 1999, with only two negative years: the Turnaround...
    Thread by: quantitativo, May 26, 2024, 13 replies, in forum: Strategy Building

  6. A Mean Reversion Strategy with 2.11 Sharpe

    Hey guys, Just backtested an interesting mean reversion strategy, which achieved 2.11 Sharpe, 13.0% annualized returns over 25 years of backtest...
    Thread by: quantitativo, May 21, 2024, 16 replies, in forum: Strategy Building
Showing results 1 to 6 of 6
Search Again